NYMEX Natural Gas Future May 2010

Trading Metrics calculated at close of trading on 15-Jul-2009

Day Change Summary
	Previous	Current
	14-Jul-2009	15-Jul-2009	Change	Change %	Previous Week
Open	5.311	5.410	0.099	1.9%	5.598
High	5.369	5.460	0.091	1.7%	5.598
Low	5.292	5.264	-0.028	-0.5%	5.340
Close	5.352	5.276	-0.076	-1.4%	5.351
Range	0.077	0.196	0.119	154.5%	0.258
ATR
Volume	658	733	75	11.4%	5,073

Daily Pivots for day following 15-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	5.921	5.795	5.384
R3	5.725	5.599	5.330
R2	5.529	5.529	5.312
R1	5.403	5.403	5.294	5.368
PP	5.333	5.333	5.333	5.316
S1	5.207	5.207	5.258	5.172
S2	5.137	5.137	5.240
S3	4.941	5.011	5.222
S4	4.745	4.815	5.168

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	6.204	6.035	5.493
R3	5.946	5.777	5.422
R2	5.688	5.688	5.398
R1	5.519	5.519	5.375	5.475
PP	5.430	5.430	5.430	5.407
S1	5.261	5.261	5.327	5.217
S2	5.172	5.172	5.304
S3	4.914	5.003	5.280
S4	4.656	4.745	5.209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.460	5.240	0.220	4.2%	0.096	1.8%	16%	True	False	1,156
10	5.715	5.240	0.475	9.0%	0.095	1.8%	8%	False	False	804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	6.293
2.618	5.973
1.618	5.777
1.000	5.656
0.618	5.581
HIGH	5.460
0.618	5.385
0.500	5.362
0.382	5.339
LOW	5.264
0.618	5.143
1.000	5.068
1.618	4.947
2.618	4.751
4.250	4.431

Fisher Pivots for day following 15-Jul-2009
Pivot	1 day	3 day
R1	5.362	5.350
PP	5.333	5.325
S1	5.305	5.301

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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